QSI
Position Description
QSI Background:
QSI is a client facing group that works directly with FID sales and trading to proactively enhance and build relationships across MS's institutional customer base, including real money and leveraged accounts. QSI provides customers with quantitative advisory services, solutions, strategies and products, many on a bespoke basis.
QSI operates by taking the customer's perspective and fully understanding the mechanics and rationale behind a customer's investment process and investment mandate. The goal is to be a leading provider of quantitative insights and best practices in the market, with the objective of devising products and solutions that will help to secure strong client relationships that can be effectively monetized across the MS bank platform.
QSI Product Production Tasks:
• Performing index publication and management of monthly rolls for some of the Fx MS custom indices
• Automation and running of Relative Value Volatility model for liquid Swaption markets
• DFLO - running of monthly updates
• Generation of monthly cost and liquidity report, assist with expansion to liquid govt bond markets
• Daily Volume Report - checking report has run and distribution of email to defined client list (decided not to fully automate this)
• FVAlpha - checking for daily signals and publication/distribution of email when new signal generated
• Daily Signal Report - generation and distribution
• Momentum model - distribution of email to defined client list
• Monthly update of liquidity curve data (checking it ran without issues, data is consistent etc)
• Correlation/Volatility regime model - distribution of daily email to defined client list
Skills Required
Key Candidate Traits:
• All candidates should have a strong quant background (preferably maths/ stats/ science/ engineering).
• Practical market experience, and knowledge of the institutional buy-side/FID products, is preferred.
• Ideal candidates will have experience in manipulating large data sets, programming and building complex quantitative models.
• Attention to detail and the ability to produce under pressure is a requirement.
Technical Abilities:
Candidates must demonstrate technical competencies in:
• Applied Financial econometrics and time-series analysis
• Constrained Non-linear programming
• Programming skills in Matlab w/sufficient knowledge of C/C++, VB, Q, etc
• Familiarity with data from KDB, Factset, MSCI, WMR, Bloomberg, Reuters; ability to automate procedures across these technologies.
Skills Desired
Key Candidate Traits:
• All candidates should have a strong quant background (preferably maths/ stats/ science/ engineering).
• Practical market experience, and knowledge of the institutional buy-side/FID products, is preferred.
• Ideal candidates will have experience in manipulating large data sets, programming and building complex quantitative models.
• Attention to detail and the ability to produce under pressure is a requirement.
Technical Abilities:
Candidates must demonstrate technical competencies in:
• Applied Financial econometrics and time-series analysis
• Constrained Non-linear programming
• Programming skills in Matlab w/sufficient knowledge of C/C++, VB, Q, etc
• Familiarity with data from KDB, Factset, MSCI, WMR, Bloomberg, Reuters; ability to automate procedures across these technologies.
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